Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal Journal of Artificial Intelligence and Engineering Applications (JAIEA)
Muhamad Abdul Fatah
Unknown Affiliation
Automotive Engineering Computer Science & IT Control & Systems Engineering

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Support Vector Regression to Improve Ethereum Price Prediction for Trading Strategies Muhamad Abdul Fatah; Martanto; Dikananda, Arif Rinaldi; Rifai, Ahmad
Journal of Artificial Intelligence and Engineering Applications (JAIEA) Vol. 4 No. 2 (2025): February 2025
Publisher : Yayasan Kita Menulis

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59934/jaiea.v4i2.740

Abstract

Predicting erratic assets like Ethereum is difficult in the dynamic cryptocurrency market. This study uses an enhanced Support Vector Regression (SVR) algorithm to create a daily price prediction model for Ethereum. Yahoo Finance provided the data, which was preprocessed to include missing value cleaning, normalization, and feature extraction of Moving Average (MA) and Exponential Moving Average (EMA). The data was collected between August 4, 2019 and August 4, 2024. An ideal combination was obtained by parameter optimization with GridSearchCV: gamma scale, linear kernel, epsilon of 1, and C of 100. The model performed well, as evidenced by its R2 of 0.9985 and MSE of 2137.97. The model's reliability in predicting Ethereum's price movement patterns was validated via prediction graphs. A 30-day forecast indicated a stable trend, with prices slightly decreasing from $2921.31 on January 1, 2025, to $2919.83 on January 31, 2025. These results highlight the importance of data preprocessing and parameter optimization in enhancing SVR model performance.
Co-Authors Ahmad Rifai Dikananda, Arif Rinaldi Martanto